Access Statistics for Yakup Eser ARISOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility Expectations and Threshold CAPM 0 0 0 0 0 6 10 50
Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia 0 0 0 0 0 2 2 14
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 1 4 5 61
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 3 3 32
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 0 4 4 27
Optimal Multi-Period Consumption and Investment with Short-Sale Constraints 0 0 0 0 1 6 10 17
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 0 7 11 94
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 1 5 7 76
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 3 8 65
Volatility of aggregate volatility and hedge funds returns 0 0 0 30 0 9 14 189
Volatility of aggregate volatility and hedge funds returns 0 0 0 23 4 8 14 196
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 6 6 28
Total Working Papers 0 0 0 55 7 63 94 849


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia 0 0 0 17 1 3 4 50
Aggregate volatility expectations and threshold CAPM 0 0 1 6 0 8 15 84
Does aggregate uncertainty explain size and value anomalies? 0 0 0 4 0 2 5 28
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 0 0 0 5 0 2 2 19
Optimal multi-period consumption and investment with short-sale constraints 0 0 1 9 0 3 6 59
Volatility of aggregate volatility and hedge fund returns 0 0 0 52 0 4 12 249
Volatility risk and the value premium: Evidence from the French stock market 0 0 1 89 0 5 9 304
Total Journal Articles 0 0 3 182 1 27 53 793


Statistics updated 2026-03-04